+91.9%
IONQ vs EXR
-1.3%
+93.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +16.7% | +1.7% | +14.9% | +15.2% |
| 30D | -12.3% | +18.0% | -30.3% | -22.3% |
| 3M | -17.7% | +9.7% | -27.4% | -23.3% |
| 6M | -28.9% | +13.4% | -42.4% | -36.2% |
| YTD | -22.0% | +26.3% | -48.3% | -35.4% |
| 1Y | -36.8% | +27.6% | -64.4% | -48.3% |
| 3Y | +228.2% | +52.2% | +176.1% | +123.8% |
| 5Y | +91.9% | -1.1% | +93.0% | +56.2% |
| All | +91.9% | -1.3% | +93.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling